wehub-resource-sync
80 lines
3.7 KiB
C#
80 lines
3.7 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using NUnit.Framework;
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using QuantConnect.Brokerages;
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using QuantConnect.Orders;
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using QuantConnect.Securities;
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using QuantConnect.Tests.Brokerages;
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using QuantConnect.Tests.Engine.DataFeeds;
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using System;
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using System.Collections.Generic;
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namespace QuantConnect.Tests.Common.Brokerages
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{
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[TestFixture, Parallelizable(ParallelScope.All)]
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public class AlpacaBrokerageModelTests
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{
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private static IEnumerable<TestCaseData> OrderOusideRegularHoursTestCases
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{
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get
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{
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yield return new(OrderType.Market, TimeInForce.Day, false);
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yield return new(OrderType.Market, TimeInForce.GoodTilCanceled, false);
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yield return new(OrderType.Market, TimeInForce.GoodTilDate(DateTime.UtcNow.AddDays(7)), false);
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yield return new(OrderType.StopMarket, TimeInForce.Day, false);
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yield return new(OrderType.StopMarket, TimeInForce.GoodTilCanceled, false);
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yield return new(OrderType.StopMarket, TimeInForce.GoodTilDate(DateTime.UtcNow.AddDays(7)), false);
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yield return new(OrderType.StopLimit, TimeInForce.Day, false);
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yield return new(OrderType.StopLimit, TimeInForce.GoodTilCanceled, false);
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yield return new(OrderType.StopLimit, TimeInForce.GoodTilDate(DateTime.UtcNow.AddDays(7)), false);
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yield return new(OrderType.Limit, TimeInForce.Day, true); // The only supported case
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yield return new(OrderType.Limit, TimeInForce.GoodTilCanceled, false);
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yield return new(OrderType.Limit, TimeInForce.GoodTilDate(DateTime.UtcNow.AddDays(7)), false);
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}
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}
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[TestCaseSource(nameof(OrderOusideRegularHoursTestCases))]
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public void CanSubmitOrderWhenOutsideRegularTradingHours(OrderType orderType, TimeInForce timeInForce, bool shouldSubmit)
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{
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var security = TestsHelpers.GetSecurity(symbol: "AAPL", securityType: SecurityType.Equity, market: Market.USA);
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var symbol = security.Symbol;
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var orderProperties = new AlpacaOrderProperties()
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{
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OutsideRegularTradingHours = true,
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TimeInForce = timeInForce
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};
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Order order = orderType switch
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{
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OrderType.Market => new MarketOrder(symbol, 1, DateTime.UtcNow, properties: orderProperties),
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OrderType.Limit => new LimitOrder(symbol, 1, 100m, DateTime.UtcNow, properties: orderProperties),
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OrderType.StopMarket => new StopMarketOrder(symbol, 1, 100m, DateTime.UtcNow, properties: orderProperties),
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OrderType.StopLimit => new StopLimitOrder(symbol, 1, 100m, 90m, DateTime.UtcNow, properties: orderProperties),
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_ => throw new ArgumentException($"Unsupported order type: {orderType}"),
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};
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var brokerageModel = new AlpacaBrokerageModel();
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var canSubmit = brokerageModel.CanSubmitOrder(security, order, out var message);
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Assert.That(canSubmit, Is.EqualTo(shouldSubmit));
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}
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}
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}
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